+143.9%
XOP vs PCOR
-7.6%
+151.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +6.3% | +3.0% | +3.3% | +5.8% |
| 30D | -6.6% | +38.7% | -45.3% | -12.0% |
| 3M | +3.6% | +24.9% | -21.3% | -1.0% |
| 6M | +10.8% | +68.8% | -58.0% | -0.5% |
| YTD | +48.3% | +6.7% | +41.6% | +43.9% |
| 1Y | +42.9% | +3.0% | +39.9% | +39.7% |
| 3Y | +43.3% | +48.6% | -5.3% | +27.8% |
| 5Y | +94.0% | -12.7% | +106.6% | +78.1% |
| All | +143.9% | -7.6% | +151.5% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling